MBO FIX
Market By Order (MBO) files provide all market data messages required to recreate the book. The consumer can see every level of every order in the book, as well as trade data for all CME Globex- traded products. MBO FIX data is available order by order, time stamped to the millisecond, and is in FIX format.
- Block Trades
- End of Market Summary
- Eris PAI Dataset
- Market Depth
- MBO FIX
- BrokerTec Historical Data
- Time and Sales
- Top of Book - BBO
- Volume and Open Interest
- Order Book AI
- STL INT Settlements
- GovPX Historical Data
- Packet Capture Dataset
- GovPX End of Day Historical Data
- Premium FX Feed Historical Data
- SOFR Strip Rates
- CME Liquidity Tool Datasets
- EBS Historical Data
- Registrar
- Collateral Eligibility Lists
- CVOL
- CME Group Petroleum Index
- AIR Futures
- FX Options Vol Converter
- OTC IRS Curves
- CryptoQuant
- Fixing Prices
- Historical Margin Data
- Asian Gold Spot
- Settlements FAQ
- CME Term SOFR
- Daily Bulletin
- Commodities Indices
- Repo Fund Rates
- TFS-ICAP FX Options
- MXN Price Alignment Amount Rate
- Cleared OTC IRS
- FX Close Quotes
Dates Available
MBO FIX data is available on four exchanges from January 2017 to present and all files are in FIX format.
By Exchange
Exchange | Open Date | Close Date |
---|---|---|
CME (Electronic) | 5/13/2017 | Present |
CBOT (Electronic) | 4/1/2017 | Present |
NYMEX (Electronic) | 1/7/2017 | Present |
COMEX (Electronic) | 1/7/2017 | Present |
*Please note that the MBO rollout was staged over the first half of 2017. For more information on release dates, please visit the MBO FIX Availability section below.
Sample Files
Agriculture | Energy | Equity | Foreign Exchange | Interest Rates | Metals | |
---|---|---|---|---|---|---|
MBO FIX (MDP 3.0) | ||||||
  Futures | Gold | |||||
  Options | Corn | Crude Oil | E-mini S&P 500 | EUR/USD | Eurodollar  | Gold  |
Layout Guides
View layout guides and message specifications for the following market data formats.
For best results, use right click + Save As to download each file.
CME MDP 3.0 (Current Production Format)
The CME Group Market Data Platform (MDP) disseminates event-based bid, ask, trade, and statistical data for CME Group markets and also provides recovery and support services for market data processing. Click below to access layout guide.
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